A signal processing view of differintegration

Proceedings of the European Control Conference, ECC’01, Porto, Portugal, September 2001

A new approach to the initial value problem

5th Portuguese Conference on Automatic Control, September, 5-7, 2002, Aveiro, Portugal

Long-term dependence in financial prices: evidence from the Belgian stock market returns

This article aims to contribute to the discussion of long-term dependence, focusing on the behavior of the main Belgian stock index. Non-parametric analyzes of the general characteristics of temporal frequency show that daily returns are non-ergodic and non-stationary. Therefore, we use the rescaled-range analysis (R/S) and the detrended fluctuation analysis (DFA), under the fractional Brownian motion approach, and we found slight evidence of long-term dependence. These results refute the random walk hypothesis with i.i.d. increments, which is the basis of the EMH in its weak form, and call into question some theoretical modeling of asset pricing. Other more localized complementary study, to identify the evolution of the degree of dependence over time windows, showed that the index has become less persistent from 2010. This may mean a maturing market by the extension of the effects of current financial crisis.

Os modelos na compreensão dos números racionais fracionários

Relatório de Estágio apresentado à Escola Superior de Educação de Lisboa para obtenção de grau de mestre em Ensino do 1.º e do 2.º Ciclo do Ensino Básico

Significados de fração – um estudo numa turma de 3.º ano

Relatório de Estágio apresentado à Escola Superior de Educação de Lisboa para obtenção de grau de mestre em Ensino do 1.º e do 2.º Ciclo do Ensino Básico

Describing function of two masses with backlash

This paper analyzes the dynamical properties of systems with backlash and impact phenomena based on the describing function method. It is shown that this type of nonlinearity can be analyzed in the perspective of the fractional calculus theory. The fractional dynamics is compared with that of standard models.

Discretization of complex-order algorithms for control applications

In this article we describe several methods for the discretization of the differintegral operator sa, where α = u + jv is a complex value. The concept of the conjugated-order differintegral is also introduced, which enables the use of complex-order differintegrals while still producing real-valued time responses and transfer functions. The performance of the resulting approximations is analysed in both the time and frequency domains. Several results are presented that demonstrate its utility in control system design.

Complex-order dynamics in hexapod locomotion

This paper studies the dynamics of foot–ground interaction in hexapod locomotion systems. For that objective the robot motion is characterized in terms of several locomotion variables and the ground is modelled through a non-linear spring-dashpot system, with parameters based on the studies of soil mechanics. Moreover, it is adopted an algorithm with foot-force feedback to control the robot locomotion. A set of model-based experiments reveals the influence of the locomotion velocity on the foot–ground transfer function, which presents complex-order dynamics.

Dynamical modelling of a genetic algorithm

This work addresses the signal propagation and the fractional-order dynamics during the evolution of a genetic algorithm (GA). In order to investigate the phenomena involved in the GA population evolution, the mutation is exposed to excitation perturbations during some generations and the corresponding fitness variations are evaluated. Three distinct fitness functions are used to study their influence in the GA dynamics. The input and output signals are studied revealing a fractional-order dynamic evolution, characteristic of a long-term system memory.

Which differintegration?

Despite the great advances in the theory and applications of fractional calculus, some topics remain unclear, making a systematic use difficult. In this paper, the fractional differintegration definition problem is studied from a systems point of view. Both local (Grunwald-Letnikov) and global (convolutional) definitions are considered. It is shown that the Cauchy formulation should be adopted since it is coherent with usual practice in signal processing and control applications.

Long-term memory in financial prices: evidence from the Dutch stock market returns

Prepared for presentation at the Portuguese Finance Network International Conference 2014, Vilamoura, Portugal, June 18-20

Considerations about the choice of a differintegrator

Proceedings of the 2nd International Conference on Computational Cybernetics, Vienna University of Technology, August 30 - September 1, 2004

Pentavalent antimonial nephrotoxicity in the rat

Aspects of the renal function were assessed in rats treated with the pentavalent antimonials Glucantime (Meglumine Antimoniate, Rhodia) or Pentostam (Sodium Stibogluconate, Wellcome). In dose of 30 mg of Sb v (Glucantime or Pentostam) by 100 mg of weight by day for 30 days, renal functional changes were observed consisting of disturbances in urine concentrating capacity. Such disturbances were expressed by significantly low values of urine osmolality as compared to the basal values previous to the drugs. The decrease in urine osmolality was associated to a significant increase in urinary flow and in negative free-water clearance. There was no alteration in osmolar clearance and in fractional excretion of sodium. These observations suggest an interference of the drugs in the action of the antidiuretic hormone. The disturbance in urine concentration was reversible after a seven days period without the drugs administration. No significant histopathological alterations were observed in the kidneys of the rats treated with the drugs. On the other hand, the rats treated with a high dose of Pentostam (200 mg/100 grams of weight/day) showed the functional and the histopathological alterations of the acute tubular necrosis.

Elementos de geoquímica das rochas do maciço ígneo de Sines

The chemical and mineralogical characteristics of the intrusive and extrusive rocks of this igneous complex are presented. The suggest affinities between these rocks. The major and the trace elements lead us to conclude that these rocks were originated in a common magmatic chamber by fractional crystallization.

Performance assessment of a wind energy conversion system using a hierarchical controller structure

This paper deals with a hierarchical structure composed by an event-based supervisor in a higher level and two distinct proportional integral (PI) controllers in a lower level. The controllers are applied to a variable speed wind energy conversion system with doubly-fed induction generator, namely, the fuzzy PI control and the fractional-order PI control. The event-based supervisor analyses the operation state of the wind energy conversion system among four possible operational states: park, start-up, generating or brake and sends the operation state to the controllers in the lower level. In start-up state, the controllers only act on electric torque while pitch angle is equal to zero. In generating state, the controllers must act on the pitch angle of the blades in order to maintain the electric power around the nominal value, thus ensuring that the safety conditions required for integration in the electric grid are met. Comparisons between fuzzy PI and fractional-order PI pitch controllers applied to a wind turbine benchmark model are given and simulation results by Matlab/Simulink are shown. From the results regarding the closed loop point of view, fuzzy PI controller allows a smoother response at the expense of larger number of variations of the pitch angle, implying frequent switches between operational states. On the other hand fractional-order PI controller allows an oscillatory response with less control effort, reducing switches between operational states. (C) 2015 Elsevier Ltd. All rights reserved.